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On the relation between robust and Bayesian decision making

Adam, Klaus - In: Journal of economic dynamics & control 28 (2004) 10, pp. 2105-2117

Persistent link: https://www.econbiz.de/10002100161

On the relation between robust and Bayesian decision making

Adam, Klaus - 2003

This paper compares Bayesian decision theory with robust decision theory where the decision maker optimizes with …

Persistent link: https://www.econbiz.de/10009765345

On the Relation Between Robust and Bayesian Decision Making

Adam, Klaus - 2004

This paper compares Bayesian decision theory with robust decision theory where the decision maker optimizes with …

Persistent link: https://www.econbiz.de/10014070197

Robust persuasion of a privately informed receiver

Hu, Ju; Weng, Xi - In: Economic theory 72 (2021) 3, pp. 909-953

Persistent link: https://www.econbiz.de/10012663414

Robust Bayesian analysis for econometrics

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2021 - This draft: 23 Aug 2021

We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the...

Persistent link: https://www.econbiz.de/10012607980